+152.7%
PSLV vs IFF
-35.8%
+188.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.5% | -3.2% | -0.3% | -2.8% |
| 30D | -2.1% | -0.3% | -1.9% | -2.1% |
| 3M | -1.6% | +8.4% | -10.1% | -3.5% |
| 6M | -25.5% | +23.0% | -48.5% | -28.8% |
| YTD | -11.4% | +25.5% | -36.9% | -15.8% |
| 1Y | +48.6% | +29.1% | +19.5% | +40.4% |
| 3Y | +166.9% | +31.7% | +135.2% | +151.5% |
| All | +152.7% | -35.8% | +188.5% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling